hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1560.74
Total PnL
560.74 (56.07%)
Total Trades (Win/Los)
158 (59/99)
Win Rate
37.34%
Max Drawdown
773.76 (46.12%)
Total Fees
41.40
Position avg (max), %
88.58 (119.07)
Profit Factor
1.26
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -14.36% 27.59% 25.40% -5.82% -0.23% 5.38% 0.19% -5.99% 4.35% -3.47% 14.73% -19.85% 18.36%
2025 -19.66% 6.76% 0.92% -8.19% 25.79% -5.65% 20.37% -2.87% 5.72% -20.19% 19.70% -11.56% -1.49%
2026 18.78% 8.55% -0.30% 4.83% -0.64% 0.01% — — — — — — 33.93%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1560.74
Min balance 824.47
Max balance 1694.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.50
Average monthly return (arithmetic), % 2.34
Best month, % 27.59
Worst month, % -20.19
PnL, Volume & Fees
Metric Value
Total PnL 560.74
Total PnL, % 56.07
Gross profit 3002.93
Gross loss 2388.05
Trading volume (USDT) 115027.18
Total transactions (buy/sell) 161
Total fees 41.40
Funding net -12.74
Funding accrued (received) 59.66
Funding paid 72.40
Trades
Metric Value
Total Trades 158
Win Trades 59
Los Trades 99
Win Rate, % 37.34
Expectancy per trade 3.8916
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.58
Position max, % of margin balance 119.07
Max Drawdown 773.76
Max Drawdown, % 46.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2575
Recovery Factor (Total PnL / Max DD) 0.7247
Sharpe ratio (monthly) 0.6155
Sortino ratio (monthly) 1.0731
CAGR, % 20.24
Calmar ratio (CAGR / Max DD%) 0.4389
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 585.40 | Fee: 11.32 | Vol: 31453.17
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 33.0,
    "balance_percentage_short": 33.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 16,
    "detection": 19,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}